-8.7%
COMP vs EL
-65.2%
+56.6%
-83.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.6% | +1.1% |
| 7D | 0.0% | +1.5% | -1.5% | -0.7% |
| 30D | +16.6% | +10.0% | +6.6% | +11.3% |
| 3M | -23.5% | +28.4% | -51.9% | -33.4% |
| 6M | +25.7% | +37.1% | -11.3% | +5.2% |
| YTD | -3.4% | +7.8% | -11.2% | -12.0% |
| 1Y | +7.6% | +26.0% | -18.5% | -10.7% |
| 3Y | +423.6% | +3.8% | +419.8% | +333.5% |
| All | -8.7% | -65.2% | +56.6% | +120.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded EL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling